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stat.CO2026
A perturbation theory for Feynman-Kac models and their particle interpretations
Pierre Del Moral, Mathieu Gerber
We develop a perturbation analysis of Feynman--Kac models, describing how local errors introduced at each step of the Feynman--Kac recursion propagate over time. Under general cond…
stat.CO2025
regMMD: An R package for parametric estimation and regression with maximum mean discrepancy
Pierre Alquier, Mathieu Gerber
The Maximum Mean Discrepancy (MMD) is a kernel-based metric widely used for nonparametric tests and estimation. Recently, it has also been studied as an objective function for para…